+849.8%
MDB vs SGI
+335.6%
+514.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.8% | -4.5% | -6.1% |
| 7D | -20.9% | +5.3% | -26.2% | -22.7% |
| 30D | -15.6% | +8.2% | -23.7% | -18.8% |
| 3M | -19.1% | -2.2% | -16.9% | -19.2% |
| 6M | +14.2% | -8.4% | +22.6% | +14.5% |
| YTD | -27.4% | -23.4% | -4.0% | -21.8% |
| 1Y | -13.0% | -14.0% | +0.9% | -11.4% |
| 3Y | -11.2% | +78.8% | -90.0% | -34.9% |
| 5Y | -45.2% | +58.6% | -103.8% | -59.5% |
| All | +849.8% | +335.6% | +514.2% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling